基于概率模型的蓝筹与小盘轮动策略:年化收益率（40.59%）
该策略基于正态分布概率模型量化风格趋势信号，筛选合规且财务达标的标的后，按趋势精选蓝筹或小盘标的，等额持仓十只，月度调仓。
概要
核心指标
- 累计收益率: 112.64%
- 年化收益率: 40.59%
- 基准收益率: 40.84%
- 阿尔法: 0.19
- 夏普比率: 1.34
- 最大回撤: 21.86%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 天孚通信(300394.SZ) | 329.208725 | 400 | 16 | 323.87 | 129548 | -2135.49/-1.622% |
| 2026-04-24 | 洛阳钼业(603993.SH) | 17.423166666667 | 10200 | 95 | 19.37 | 197574 | 19857.7/11.174% |
| 2026-04-24 | 北方华创(002371.SZ) | 442.712775 | 400 | 95 | 472.7 | 189080 | 11994.89/6.774% |
| 2026-04-24 | 新易盛(300502.SZ) | 349.21474 | 500 | 115 | 537.27 | 268635 | 94027.63/53.851% |
| 2026-04-24 | 立讯精密(002475.SZ) | 60.481600629756 | 3711 | 115 | 66 | 244926 | 20478.78/9.124% |
| 2026-04-24 | 中际旭创(300308.SZ) | 489.74686666667 | 300 | 115 | 886.99 | 266097 | 119172.94/81.112% |
| 2026-04-24 | 紫金矿业(601899.SH) | 30.091062037037 | 5400 | 115 | 34.31 | 185274 | 22782.27/14.021% |
| 2026-04-24 | 工业富联(601138.SH) | 70.30799765808 | 3416 | 115 | 65.01 | 222074.16 | -18097.96/-7.535% |
| 2026-04-24 | 恒瑞医药(600276.SH) | 62.869208823529 | 3300 | 115 | 56.05 | 184965 | -22503.39/-10.847% |
| 2026-04-24 | 宁德时代(300750.SZ) | 377.2808086785 | 507 | 115 | 444.9 | 225564.3 | 34282.93/17.923% |
交易详情
| 2026-04-22 | 宁德时代(300750.SZ) | 买 | 7 | 440.69 | -370.17 | ¥0 | 0 |
| 2026-04-02 | 中国人寿(601628.SH) | 卖 | -4300 | 36.85 | -158455 | ¥205.99 | -27652.88 |
| 2026-04-02 | 紫金矿业(601899.SH) | 买 | 700 | 33.99 | 23793 | ¥7.14 | 0 |
| 2026-04-02 | 恒瑞医药(600276.SH) | 卖 | -100 | 57.74 | -5774 | ¥10.77 | -512.92 |
| 2026-04-02 | 立讯精密(002475.SZ) | 卖 | -100 | 50.1 | -5010 | ¥10.01 | -1038.16 |
| 2026-04-02 | 洛阳钼业(603993.SH) | 买 | 2500 | 18.12 | 45300 | ¥13.59 | 0 |
| 2026-04-02 | 天孚通信(300394.SZ) | 买 | 400 | 329.11 | 131644 | ¥39.49 | 0 |
| 2026-03-03 | 中国人寿(601628.SH) | 买 | 300 | 43.77 | 13131 | ¥5 | 0 |
| 2026-03-03 | 紫金矿业(601899.SH) | 卖 | -600 | 40.35 | -24210 | ¥31.47 | 6504.69 |
| 2026-03-03 | 洛阳钼业(603993.SH) | 卖 | -1100 | 24.3 | -26730 | ¥34.75 | 7815.33 |
